On Sat, 29 Aug 2015, Shant Ch wrote:
Hello Dr. Berry,
I know the theoretical side but note we are not talking about
expectation of sums rather expectation of ABSOLUTE value of the function
(X1/3+X2/3+X3/3-X4), i.e. E|X1/3+X2/3+X3/3-X4| , I don't think this
can be handled for log normal distribution by integrals by hand.
Sorry! My tired eyes missed the absolute value.
FWIW, there are some quadrature packages on CRAN.
Chuck
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